+52.4%
ROST vs WING
-63.4%
+115.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.8% |
| 7D | -2.2% | -2.3% | 0.0% | -2.0% |
| 30D | -11.4% | -5.6% | -5.8% | -11.0% |
| 3M | -1.6% | -22.9% | +21.3% | -0.1% |
| 6M | +6.8% | -50.4% | +57.3% | +12.5% |
| YTD | +25.8% | -53.3% | +79.1% | +31.8% |
| 1Y | +52.4% | -61.2% | +113.6% | +64.0% |
| All | +52.4% | -63.4% | +115.8% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling